Edit: Religion causes a lot of problems. Quite a few of your world problems would be solved if religion didn't exist, so I don't even bother putting religions in place so I could avoid that.
Plus, I'm uncomfortable with people worshipping me and giving credit for everything. And I'm uncomfortable with letting people be tortured for an eternity if they don't worship me... And complete purity would be horrible. Just go watch the Tale of Princess Kaguya.
I have more to say but I don't want to annoy the religious people any more.